The following pages link to Kei Takeuchi (Q239837):
Displaying 50 items.
- Projection matrices, generalized inverse matrices, and singular value decomposition. (Q532987) (← links)
- A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895) (← links)
- Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916) (← links)
- Higher order asymptotics in estimation for two-sided Weibull type distributions (Q912519) (← links)
- (Q1073487) (redirect page) (← links)
- A note on minimum variance (Q1073489) (← links)
- Bhattacharyya bound of variances of unbiased estimators in nonregular cases (Q1073490) (← links)
- A note on optimum spacing of observations from a continuous time simple Markov process (Q1078960) (← links)
- Estimation of a common parameter for pooled samples from the uniform distributions (Q1085541) (← links)
- Locally minimum variance unbiased estimator in a discontinuous density function (Q1085908) (← links)
- On sum of 0-1 random variables. I. Univariate case (Q1089665) (← links)
- The lower bound for the variance of unbiased estimators for one- directional family of distributions (Q1110212) (← links)
- On sum of 0-1 random variables, II. Multivariate case (Q1111229) (← links)
- Extension of Edgeworth type expansion of the distribution of the sums of i.i.d. random variables in non-regular cases (Q1141980) (← links)
- Asymptotic optimality of the generalized Bayes estimator in multiparameter cases (Q1148081) (← links)
- Discretized likelihood methods. Asymptotic properties of discretized likelihood estimators (DLE's) (Q1149202) (← links)
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency (Q1153626) (← links)
- Asymptotic theory of sequential estimation: Differential geometrical approach (Q1175393) (← links)
- Bootstrap method and empirical process (Q1207631) (← links)
- Characterizations of prediction sufficiency (adequacy) in terms of risk functions (Q1228317) (← links)
- The existence of a test with the largest order of consistency in the case of a two-sided gamma type distribution (Q1387212) (← links)
- Non-regular statistical estimation (Q1899197) (← links)
- Interval estimation with varying confidence levels (Q1901246) (← links)
- The recognition problem: Application to sum of exponentials (Q2560187) (← links)
- Conformal geometry of sequential test in multidimensional curved exponential family (Q2805605) (← links)
- Contributions on Theory of Mathematical Statistics (Q2978917) (← links)
- Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure (Q3031797) (← links)
- Basic ideas and concepts for multiple comparison procedures (Q3076074) (← links)
- Conformal Geometry of Statistical Manifold with Application to Sequential Estimation (Q3094216) (← links)
- (Q3476135) (← links)
- Capital Process and Optimality Properties of a Bayesian Skeptic in Coin-Tossing Games (Q3548434) (← links)
- (Q3706330) (← links)
- (Q3713375) (← links)
- Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System (Q3721663) (← links)
- (Q3725331) (← links)
- (Q3773048) (← links)
- (Q3782600) (← links)
- (Q3788884) (← links)
- (Q3796531) (← links)
- A NOTE ON PREDICTION SUFFICIENCY (ADEQUACY) AND SUFFICIENCY (Q3906896) (← links)
- (Q3909835) (← links)
- The studentized empirical characteristic function and its application to test for the shape of distribution (Q3914233) (← links)
- (Q3938352) (← links)
- LOSS OF INFORMATION ASSOCIATED WITH THE ORDER STATISTICS AND RELATED ESTIMATORS IN THE DOUBLE EXPONENTIAL DISTRIBUTION CASE (Q3971473) (← links)
- (Q3979215) (← links)
- (Q4127199) (← links)
- (Q4181803) (← links)
- The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables (Q4240722) (← links)
- (Q4266203) (← links)
- On the application of the Minkowski‐Farkas theorem to sampling designs (Q4272674) (← links)
